If the Flight Director is activated, the autopilot will give you diffrent advices on the HUD (like: Bank, Pitch, Altitude, Speed) how to steer the aircraft to the next waypoint selected in the PVI. In this mode you have to steer the aircraft manually! Not shure, but I think you should press and hold trim while steering the aircraft to the new settings?!
If you want the aircraft to follow the route automatically, Flight Director Mode should be deactivated.